You should be trying to allow some ambient "white noise" to be around your baby when he goes to sleep. Sudden loud noises will, of course, rouse him, but in most cases some background chatter and other soothing noises will help the sleep process: most adults, I'm sure, can likely remember falling asleep to the sounds of their parents and their friends having a conversation.
There are products marketed to new parents to create these ambient noises - most notably audio CDs containing tracks of soothing noise. It usually isn't necessary to buy these, however - in most cases simply leaving the door to the baby's nursery ajar will do the trick. In a similar vein, if your baby falls asleep around company, allow him to stay there rather than moving him to a quiet room.
By helping to create the best possible environment for your baby's sleep, you help him learn to fall asleep in his own. Often a humming noise can help - we all know how easy it can be to fall asleep in a moving car - so having a humidifier or fan in the baby's room can often do wonders.
Whatever solution you choose, remember that it needn't be overly complicated. Simply leave the door ajar, or let your baby sleep in the company of others. Contrary to what many people intuitively think, if you keep your baby from sleeping in total silence, he'll often sleep much better.
About The Author
Brandon C. Hall maintains (www.freeinfoblog.com) which contains many articles and resources on baby sleep tips at (www.freeinfoblog.com/category/baby-sleep-tips). There is also information on dozens of other topics.